Course Description: This course is intended for 2nd year and advanced PhD students who are interested in time series econometrics, and/or applied macroeconomics. It provides an introduction to the econometric techniques needed for inference and forecasting using time series data, primarily in macroeconomics, but also in finance. Its focus is on both the theoretical foundations and the applications of the various topics covered. Note: This syllabus is a working document and is subject to change. Updated versions will be posted in the Blackboard page for the course.